+361.1%
VST vs TSCO
-14.7%
+375.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.4% |
| 7D | +8.9% | +0.8% | +8.1% | +8.8% |
| 30D | +6.2% | +5.5% | +0.8% | +5.7% |
| 3M | -2.7% | +20.0% | -22.7% | -4.7% |
| 6M | -8.4% | -29.8% | +21.4% | -2.8% |
| YTD | -7.2% | -28.7% | +21.5% | -2.3% |
| 1Y | -20.9% | -40.9% | +20.0% | -13.3% |
| All | +361.1% | -14.7% | +375.8% | +317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling